+1,535.2%
TSLA vs IR
+288.5%
+1,246.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -6.6% |
| 7D | +1.5% | -2.8% | +4.4% | +2.9% |
| 30D | +10.1% | -15.1% | +25.3% | +19.3% |
| 3M | -15.4% | +6.1% | -21.4% | -18.4% |
| 6M | -12.8% | -16.8% | +4.0% | -5.8% |
| YTD | -21.3% | -3.5% | -17.7% | -22.0% |
| 1Y | +4.6% | -3.5% | +8.1% | +3.0% |
| 3Y | +44.5% | +9.5% | +35.0% | +34.7% |
| 5Y | +44.8% | +45.1% | -0.3% | +17.3% |
| All | +1,535.2% | +288.5% | +1,246.6% | +874.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling